A Canonical Correlation Analysis Based Method for Improving BSS of Two Related Data Sets

We consider an extension of ICA and BSS for separating mutually dependent and independent components from two related data sets. We propose a new method which first uses canonical correlation analysis for detecting subspaces of independent and dependent components. Different ICA and BSS methods can after this be used for final separation of these components. Our method has a sound theoretical basis, and it is straightforward to implement and computationally not demanding. Experimental results on synthetic and real-world fMRI data sets demonstrate its good performance.